Citizen Barack

Obama:

I come to Berlin as so many of my countrymen have come before. Tonight, I speak to you not as a candidate for President, but as a citizen -- a proud citizen of the United States, and a fellow citizen of the world.

Hmmm. To whom does a "citizen of the world" pay his allegiance and his taxes? Which flag or flags does he salute? What army does he follow (or lead) into battle? And just who is it that confers world citizenship? Is there some world government that Sen. Obama knows about that I don't?